+1,000.4%
GLW vs EFA
+375.7%
+624.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.7% |
| 7D | +7.5% | +2.2% | +5.3% | +5.2% |
| 30D | -19.0% | +1.4% | -20.4% | -20.0% |
| 3M | -27.9% | -4.2% | -23.7% | -24.1% |
| 6M | -44.6% | +1.9% | -46.5% | -44.6% |
| YTD | +31.0% | +10.2% | +20.8% | +22.4% |
| 1Y | +39.7% | +12.8% | +26.9% | +27.6% |
| 3Y | +338.2% | +65.2% | +273.0% | +167.7% |
| 5Y | +228.4% | +49.8% | +178.6% | +121.1% |
| 10Y | +526.9% | +145.2% | +381.7% | +163.2% |
| All | +1,000.4% | +375.7% | +624.8% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling